Related papers: Finite-Horizon Quickest Change Detection Balancing…
Algorithms are developed for the quickest detection of a change in statistically periodic processes. These are processes in which the statistical properties are nonstationary but repeat after a fixed time interval. It is assumed that the…
Model change detection is studied, in which there are two sets of samples that are independently and identically distributed (i.i.d.) according to a pre-change probabilistic model with parameter $\theta$, and a post-change model with…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…
The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means. It is assumed that for each individual local data stream,…
This paper addresses the problem of quickest detection of a change in the maximal coherence between columns of a $n\times p$ random matrix based on a sequence of matrix observations having a single unknown change point. The random matrix is…
A sensor network is considered where at each sensor a sequence of random variables is observed. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…
The problem of quickest anomaly detection in networks with unlabeled samples is studied. At some unknown time, an anomaly emerges in the network and changes the data-generating distribution of some unknown sensor. The data vector received…
This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…
In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a change in the statistical properties of the process, with the…
The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…
The identification of anomalies is a critical component of operating complex, and possibly large-scale and geo-graphically distributed cyber-physical systems. While designing anomaly detectors, it is common to assume Gaussian noise models…
In this paper, Bayesian quickest change detection problems with sampling right constraints are considered. Specifically, there is a sequence of random variables whose probability density function will change at an unknown time. The goal is…
The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…
This paper addresses the problem of detecting false data injection (FDI) attacks in a distributed network without a fusion center, represented by a connected graph among multiple agent nodes. Each agent node is equipped with a sensor, and…
Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…
The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is unknown. Two tests based on post-change density…
We generalize the quantum CUSUM (QUSUM) algorithm for quickest change-point detection, analyzed in finite dimensions by Fanizza, Hirche, and Calsamiglia (Phys. Rev. Lett. 131, 020602, 2023), to infinite-dimensional quantum systems. Our…
This paper investigates a novel offline change-point detection problem from an information-theoretic perspective. In contrast to most related works, we assume that the knowledge of the underlying pre- and post-change distributions are not…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…